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Kazumasa Kuwada

On large deviations for random currents induced from stochastic line integrals

We study the large deviation and its rate function in the framework of current-valued processes. The class of processes we consider are determined by stochastic line integrals of 1-forms on a compact manifold. We obtain an explicit expression of the rate function, which enables us to observe the difference from the rate function which governs the moderate deviation. As a corollary, our result includes the large deviation for empirical laws in the space of currents.

Forum Mathematicum, Walter de Gruyter

Print ISSN: 0933-7741
Volume: 18, 07/2006
Pages: 639 - 676

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